一、首先去官网下载 nginx1.0.11的Windows版本，官网下载：http://nginx.org/download/nginx-1.0.11.zip
下载到软件包后，解压 nginx-nginx1.0.11.zip 包到你喜欢的根目录，并将目录名改为nginx。然后，执行下列操作：cd nginxstart nginx这样，nginx 服务就启动了。打开任务管理器，查看 nginx.exe 进程，有二个进程会显示，占用系统资源，那是相当的少。然后再打开浏览器，输入 http://127.0.0.1/  就可以看到nginx的欢迎页面了，非常友好 nginx -s stop          // 停止nginx
nginx -s reload       // 重新加载配置文件
nginx -s quit          // 退出nginx

二、接下来就是配置nginx的conf文件了。下面是我的配置：
#user  nobody;
worker_processes  1;

#error_log  logs/error.log;
#error_log  logs/error.log  notice;
#error_log  logs/error.log  info;

#pid        logs/nginx.pid;

events {
    worker_connections  1024;
}

http {
    include       mime.types;
    default_type  application/octet-stream;

    log_format  main  "$remote_addr - $remote_user [$time_local] "$request" '
                      '$status $body_bytes_sent "$http_referer" '
                      '"$http_user_agent" "$http_x_forwarded_for"';

    access_log  logs/access.log  main;

    sendfile        on;
    #tcp_nopush     on;

    #keepalive_timeout  0;
    keepalive_timeout  65;

    #gzip  on;

    server {
        listen       80;
        server_name  localhost;

        #charset koi8-r;

        #access_log  logs/host.access.log  main;

        location ~* software/(.*).*\.(jpg|rar)
        {
            expires 21d;
            root d:/temp/;
            access_log d:/temp/soft.3g.cn_nginx_s3gd-205.log;
            proxy_store on;
            proxy_store_access user:rw group:rw all:rw;
            proxy_temp_path            d:/temp/;
            proxy_redirect          off;

            proxy_set_header        Host 112.25.10.140;
            proxy_set_header        X-Real-IP $remote_addr;
            proxy_set_header        X-Forwarded-For $proxy_add_x_forwarded_for;
            client_max_body_size    10m;
            client_body_buffer_size 1280k;
            proxy_connect_timeout   900;
            proxy_send_timeout      900;
            proxy_read_timeout      900;
            proxy_buffer_size       40k;
            proxy_buffers           40 320k;
            proxy_busy_buffers_size 640k;
            proxy_temp_file_write_size 640k;
            if ( !-e $request_filename)
            {
                 proxy_pass  http://112.25.10.140:80;
            }
        }

        location / {
            root   html;
            index  index.html index.htm;
        }

        #error_page  404              /404.html;

        # redirect server error pages to the static page /50x.html
        #
        error_page   500 502 503 504  /50x.html;
        location = /50x.html {
            root   html;
        }

        
        # proxy the PHP scripts to Apache listening on 127.0.0.1:80
        #
        #location ~ \.php$ {
        #    proxy_pass   http://127.0.0.1;
        #}

        # pass the PHP scripts to FastCGI server listening on 127.0.0.1:9000
        #
        #location ~ \.php$ {
        #    root           html;
        #    fastcgi_pass   127.0.0.1:9000;
        #    fastcgi_index  index.php;
        #    fastcgi_param  SCRIPT_FILENAME  /scripts$fastcgi_script_name;
        #    include        fastcgi_params;
        #}

        # deny access to .htaccess files, if Apache's document root
        # concurs with nginx's one
        #
        #location ~ /\.ht {
        #    deny  all;
        #}
    }

    # another virtual host using mix of IP-, name-, and port-based configuration
    #
    #server {
    #    listen       8000;
    #    listen       somename:8080;
    #    server_name  somename  alias  another.alias;

    #    location / {
    #        root   html;
    #        index  index.html index.htm;
    #    }
    #}

    # HTTPS server
    #
    #server {
    #    listen       443;
    #    server_name  localhost;

    #    ssl                  on;
    #    ssl_certificate      cert.pem;
    #    ssl_certificate_key  cert.key;

    #    ssl_session_timeout  5m;

    #    ssl_protocols  SSLv2 SSLv3 TLSv1;
    #    ssl_ciphers  HIGH:!aNULL:!MD5;
    #    ssl_prefer_server_ciphers   on;

    #    location / {
    #        root   html;
    #        index  index.html index.htm;
    #    }
    #}

}